It looks like they added some new market depth messages. I'll need to add some more message handling.
If you don't need market depth, you can probably ignore it until I have a fix.
OK. I think it works.
This is not specific to the plugin, but I have never used Zorro in Trade mode before. It looks like I will only get price updates at the end of each 1 minute bar, with BarPeriod = 1? So I need Zorro-S to get a stream of tick data?
Also, about market depth, eventually I would need it. Are the bid/ask prices real? I mean that Spread is always 0.5, so does that mean it is really 0.5 on the exchange?
